If this is the wrong place to post this please point me in the right direction.

I have read about ssh tunneling and have dl'd putty.exe. I have read its tutorials, but I still don't know how to get it to work with a p2p program (I use winmx).
Is this a subscription thing? I have no idea what I am going to put in the 'host' panel. And yes I have never done tunneling before, so I could I appreciate any help.